Q4 2023 · 13F-HR
Algorithmic Investment Models, LLCholdings as filed
Filed 2024-02-12 · accession 0001172661-24-000653
$131.8M
Reported value
46
Positions
2023-12-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78464A649 | SPAB | SPDR SER TR | $13.6M | 10.3% | 531,372 | Common | SOLE |
| 921943858 | VEA | VANGUARD TAX-MANAGED FDS | $6.5M | 4.90% | 134,847 | Common | SOLE |
| 922908629 | VO | VANGUARD INDEX FDS | $5.5M | 4.17% | 23,607 | Common | SOLE |
| 00162Q387 | OUSA | ALPS ETF TR | $5.1M | 3.85% | 110,130 | Common | SOLE |
| 81369Y803 | XLK | SELECT SECTOR SPDR TR | $4.9M | 3.75% | 25,658 | Common | SOLE |
| 81369Y860 | XLRE | SELECT SECTOR SPDR TR | $4.6M | 3.46% | 113,843 | Common | SOLE |
| 464287226 | AGG | ISHARES TR | $4.5M | 3.44% | 45,629 | Common | SOLE |
| 316092873 | FCOM | FIDELITY COVINGTON TRUST | $4.5M | 3.43% | 101,537 | Common | SOLE |
| 316092204 | FDIS | FIDELITY COVINGTON TRUST | $4.5M | 3.41% | 56,905 | Common | SOLE |
| 81369Y100 | XLB | SELECT SECTOR SPDR TR | $4.5M | 3.39% | 52,298 | Common | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $4.5M | 3.39% | 39,217 | Common | SOLE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $4.5M | 3.38% | 118,452 | Common | SOLE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $4.4M | 3.36% | 32,453 | Common | SOLE |
| 81369Y308 | XLP | SELECT SECTOR SPDR TR | $4.4M | 3.34% | 61,127 | Common | SOLE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $4.3M | 3.28% | 68,233 | Common | SOLE |
| 464288166 | AGZ | ISHARES TR | $4.3M | 3.24% | 39,365 | Common | SOLE |
| 922908595 | VBK | VANGUARD INDEX FDS | $4.0M | 3.06% | 16,676 | Common | SOLE |
| 46435G102 | ICVT | ISHARES TR | $3.5M | 2.67% | 44,818 | Common | SOLE |
| 922042775 | VEU | VANGUARD INTL EQUITY INDEX F | $3.4M | 2.54% | 59,739 | Common | SOLE |
| 464288620 | USIG | ISHARES TR | $3.1M | 2.37% | 60,877 | Common | SOLE |
| 464287291 | IXN | ISHARES TR | $3.1M | 2.32% | 44,868 | Common | SOLE |
| 46090A879 | VRIG | INVESCO ACTIVELY MANAGED ETF | $3.1M | 2.32% | 122,326 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SCOTTSDALE FDS | $2.7M | 2.01% | 45,496 | Common | SOLE |
| 97717W471 | USDU | WISDOMTREE TR | $2.6M | 1.96% | 102,866 | Common | SOLE |
| 464287523 | SOXX | ISHARES TR | $2.3M | 1.74% | 3,977 | Common | SOLE |
| 464288307 | IMCG | ISHARES TR | $1.8M | 1.34% | 27,327 | Common | SOLE |
| 46434G764 | EMXC | ISHARES INC | $1.7M | 1.32% | 31,277 | Common | SOLE |
| 78463X889 | SPDW | SPDR INDEX SHS FDS | $1.7M | 1.27% | 49,343 | Common | SOLE |
| 97717X719 | CXSE | WISDOMTREE TR | $1.7M | 1.27% | 59,503 | Common | SOLE |
| 808524870 | SCHP | SCHWAB STRATEGIC TR | $1.5M | 1.11% | 28,101 | Common | SOLE |
| 25861R105 | DBND | DOUBLELINE ETF TRUST | $1.3M | 1.01% | 28,840 | Common | SOLE |
| 92206C409 | VCSH | VANGUARD SCOTTSDALE FDS | $1.3M | 1.01% | 17,171 | Common | SOLE |
| 00110G408 | BTAL | AGF INVTS TR | $1.2M | 0.93% | 72,562 | Common | SOLE |
| 46429B598 | INDA | ISHARES TR | $1.1M | 0.86% | 23,284 | Common | SOLE |
| 464287572 | IOO | ISHARES TR | $995,066 | 0.76% | 12,358 | Common | SOLE |
| 464288596 | GBF | ISHARES TR | $919,500 | 0.70% | 8,738 | Common | SOLE |
| 37950E648 | ASEA | GLOBAL X FDS | $591,832 | 0.45% | 39,243 | Common | SOLE |
| 464288612 | GVI | ISHARES TR | $563,740 | 0.43% | 5,381 | Common | SOLE |
| 78464A771 | KCE | SPDR SER TR | $528,927 | 0.40% | 5,187 | Common | SOLE |
| 464288752 | ITB | ISHARES TR | $477,724 | 0.36% | 4,696 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE TR | $465,801 | 0.35% | 11,361 | Common | SOLE |
| 46137V472 | XMHQ | INVESCO EXCHANGE TRADED FD T | $461,381 | 0.35% | 5,201 | Common | SOLE |
| 464287242 | LQD | ISHARES TR | $460,567 | 0.35% | 4,162 | Common | SOLE |
| 464287390 | ILF | ISHARES TR | $435,842 | 0.33% | 14,998 | Common | SOLE |
| 922042742 | VT | VANGUARD INTL EQUITY INDEX F | $218,158 | 0.17% | 2,121 | Common | SOLE |
| 45174J509 | IHRT | IHEARTMEDIA INC | $149,520 | 0.11% | 56,000 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.